Sciweavers

371 search results - page 9 / 75
» An analysis of a Monte Carlo algorithm for estimating the pe...
Sort
View
TSP
2008
91views more  TSP 2008»
13 years 7 months ago
A Sequential Monte Carlo Method for Motif Discovery
We propose a sequential Monte Carlo (SMC)-based motif discovery algorithm that can efficiently detect motifs in datasets containing a large number of sequences. The statistical di...
Kuo-ching Liang, Xiaodong Wang, Dimitris Anastassi...
WSC
2004
13 years 9 months ago
Quasi-Monte Carlo Methods in Finance
We review the basic principles of Quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variancereduction techniques, and the main classes of constructions under...
Pierre L'Ecuyer
UAI
2001
13 years 9 months ago
Iterative Markov Chain Monte Carlo Computation of Reference Priors and Minimax Risk
We present an iterative Markov chain Monte Carlo algorithm for computing reference priors and minimax risk for general parametric families. Our approach uses MCMC techniques based...
John D. Lafferty, Larry A. Wasserman
TSP
2008
178views more  TSP 2008»
13 years 7 months ago
Extended Object Tracking Using Monte Carlo Methods
Abstract-- This paper addresses the problem of tracking extended objects, such as ships or a convoy of vehicles moving in urban environment. Two Monte Carlo techniques for extended...
Donka S. Angelova, Lyudmila Mihaylova
CVPR
2007
IEEE
14 years 9 months ago
Generative Graphical Models for Maneuvering Object Tracking and Dynamics Analysis
We study the challenging problem of maneuvering object tracking with unknown dynamics, i.e., forces or torque. We investigate the underlying causes of object kinematics, and propo...
Xin Fan, Guoliang Fan